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Random Periodicity in Dynamics with Uncertainty: Controlled Random Periodic Processes

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  • Full or part time
    Prof H Zhao
    Dr C Feng
  • Application Deadline
    No more applications being accepted
  • Competition Funded PhD Project (Students Worldwide)
    Competition Funded PhD Project (Students Worldwide)

Project Description

This candidate will pursue cutting edge research towards a PhD degree in stochastic analysis associated with the recent 5-year EPSRC Established Career Fellowship of Professor Zhao. This is an excellent opportunity to be working with a team of supervisors of internationally leading experts and an external collaborator from the financial industry in the programme of the Fellowship. Successful completion of a PhD in this area will give a solid basis for a career in academia or industry.

Loughborough University is a top-ten rated university in England for research intensity (REF2014). In choosing Loughborough for your research, you’ll work alongside academics who are leaders in their field. You will benefit from comprehensive support and guidance from our Doctoral College, including tailored careers advice, to help you succeed in your research and future career.

Find out more: http://www.lboro.ac.uk/study/postgraduate/supporting-you/research/

Loughborough has a thriving Stochastic Analysis Group in the Mathematics Department led by Professor Huaizhong Zhao with 5 permanent members of staff, 6 PhD students and two Postdoctoral RAs. The Group is a founder member of the London Mathematical Society sponsored East Midlands Stochastic Analysis Seminar (Loughborough-Oxford-Warwick-York) and hosted 4 major international conferences in Stochastic Analysis in recent years. It is recognised as one of the “centres of more specialized excellence” in the EPSRC Mathematical Sciences Community Overview 2016. Group members have outstanding track record of attracting external funding from research councils.

Full Project Detail

The overall aim of the research is to create a model of random periodic behaviour, to build a theory of periodic stochastic dynamics and to design a model of dynamics under non-additive expectations. This particular project is part of the programme to establish a theory of controlled random periodic process and applications. It lies at the intersection of stochastic analysis, stochastic control theory and finance.

Find out more

http://www.lboro.ac.uk/science/study/postgraduate-research/studentships/
https://www.lboro.ac.uk/departments/maths/

Entry requirements

Applicants should have, or expect to achieve a first class Honours degree (or equivalent) in mathematics. A relevant Master’s degree and/or experience in one or more of the following areas will be an advantage: Stochastic analysis, probability.

The 3-year studentship provides a tax-free stipend of £14,777 (2018 rate) per annum (in line with the standard research council rates) for the duration of the studentship plus tuition fees at the UK/EU rate. International (non-EU) students may apply however the total value of the studentship will be used towards the cost of the International tuition fee in the first instance.

How to apply

All applications should be made online at http://www.lboro.ac.uk/study/apply/research/. Under programme name, select Mathematics.

Please quote reference number: HZ-2/MA/2019.

Funding Notes

This is one of two three-year PhD studentships to work on two of the projects proposed in the EPSRC Fellowship grant of over 1.08 million pounds awarded to Prof Zhao.

This studentship will be awarded on a competitive basis to applicants who have applied to this project and/or any of the advertised projects prioritised for funding by the School of Science.

Related Subjects



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